+6,880.8%
AME vs PFG
+1,015.3%
+5,865.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.0% |
| 7D | +0.6% | +5.5% | -4.9% | -1.3% |
| 30D | -6.7% | +2.4% | -9.1% | -7.5% |
| 3M | +4.1% | +13.6% | -9.5% | -0.6% |
| 6M | +1.6% | +27.9% | -26.3% | -6.7% |
| YTD | +16.1% | +35.6% | -19.4% | +4.5% |
| 1Y | +27.3% | +48.5% | -21.1% | +11.0% |
| 3Y | +50.9% | +66.9% | -16.0% | +25.5% |
| 5Y | +81.4% | +111.0% | -29.6% | +38.1% |
| 10Y | +417.0% | +244.5% | +172.5% | +226.8% |
| All | +6,880.8% | +1,015.3% | +5,865.5% | +2,714.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling